+72.4%
UBER vs IJH
+116.0%
-43.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -2.1% |
| 7D | -5.4% | -1.9% | -3.5% | -3.4% |
| 30D | -4.9% | -4.6% | -0.3% | +0.1% |
| 3M | +3.0% | -1.2% | +4.2% | +4.0% |
| 6M | -4.4% | +9.4% | -13.8% | -14.1% |
| YTD | -12.3% | +13.3% | -25.6% | -24.6% |
| 1Y | -24.3% | +13.4% | -37.7% | -35.2% |
| 3Y | +46.4% | +50.4% | -4.0% | -10.7% |
| 5Y | +79.7% | +49.0% | +30.7% | +14.5% |
| All | +72.4% | +116.0% | -43.6% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IJH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling